The effect of C-heterochromatin on the origin of nuclear aberrations and seed shrivelling was investigated in four triticale lines, each consisting of a pair of genotypes designated A (producing plump, well-filled seeds) and B (with shrivelled seeds). The relative DNA content in the polyploid nuclei of endosperms, 42 h after pollination, was estimated by Feulgen cytophotometry. The observed frequency of polyploid nuclei, 0.85% and 5.69%, respectively, in the two genotypes 1A and 1B caused a reduction in nuclear number of 3.27% and 18.54% at this stage of development. In the B genotype, producing shrivelled grains, polyploidisation started earlier than in the A genotype. An examination of the Giemsa karyotype of the mitotic chromosomes of the rye genome in the four triticale pairs revealed no considerable differences in the banding pattern between the A and B genotypes. Giemsa staining of endosperms, 2-3 days after pollination, clearly showed that bridges without bands, most probably involving wheat chromosomes, were also present. An experiment designed to simulate spindle disturbances in developing endosperms by colchicine treatment revealed that polyploid nuclei can be formed by spindle malfunctions as well.

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Forty-two winter wheat varieties and 193 F2 and BC,F2 seeds were screened for Glu-Dld allele encoding the HMW glutenin subunits 5 + 10 using polymerase chain reaction (PCR). The segregating populations originated from crosses involving wheat parents with good and poor bread-making quality, A clear PCR product of 450 bp, representing lDx5 of the Glu-Dld allele was identified in 24 varieties and 111 hybrid seeds. Four different Glu-Dl alleles: a (2 + 12), b (3 + 12), c (4 + 12) and d (5 + 10) were detected using sodium dodecyl sulphatepolyacrylamide gel electrophoresis (SDS-PAGE), Only genotypes possessing Glu-Dld gave a positive PCR signal, hexaploid triticale and 4 x wheat lacking Glu-Dl locus gave a negative signal. The efficiency of PCR selection for bread-making quality in early generations using half seed is discussed.

The study is an experiential assessment on the ability of the Indian equity options market to resist the adverse impacts that arise from unexpected changes in the underlying equity market, focusing on two distinct investor perceptions within optimistic dimension in the market, viz. the recovery phase and the growth phase, which were evident in the Indian market scenario post the period of financial upheavals due to global economic crisis during the latter half of 2000s. The risk mitigation capability of the options is examined in terms of long run integration and short run re-equilibrating relationship shown by near month calls and puts with varied stages of exercisability with their underlying equity segment in the National Stock Exchange of India. Further, the ideal hedge sizes of the options and the hedge gains resulting from affecting them in the investment profile are identified under minimum variance framework, using Diagonal BEKK GARCH. The results are indicative that all different options segments express to have the expected resistance ability during both bullish perceptions under consideration, and prove that optimal use of options with equity portfolio provides assured hedge gains in terms of reduction in un-anticipatable variances.

Investments are essential as the growth of the stock market denoted through increased investments results in the growth of the economy. But they are always subject to various risks in the market. These risks are to be mitigated for the development of an efficient economic system by the market itself. Apart from the stock segment, the Indian financial market is a home for futures and options segments that facilitate the hedging of risks involved in the investments. For considering any derivative market as a hedging tool, one of the prerequisites is the presence of integration between such derivative market and its underlying market. The present study focuses on testing the relationship between Indian stock market and the options market, represented by NSE Nifty 50 index and index options on it respectively, to know whether the options segment is suitable for hedging the risks implicit with investments in the stock market, with substantial consideration to payoff structure of the market denoted by different moneyness groups viz.